Existence and uniqueness theorem for uncertain differential equations

Canonical process is a Lipschitz continuous uncertain process with stationary and independent increments, and uncertain differential equation is a type of differential equations driven by canonical process. This paper presents some methods to solve linear uncertain differential equations, and proves an existence and uniqueness theorem of solution for uncertain differential equation under Lipschitz condition and linear growth condition.     

Almost sure stability for uncertain differential equation

Uncertain differential equation is a type of differential equation driven by Liu process. So far, concepts of stability and stability in mean for uncertain differential equations have been proposed. This paper aims at providing a concept of almost sure stability for uncertain differential equation. A sufficient condition is given for an uncertain differential equation being almost surely stable, and some examples are given to illustrate the effectiveness of the sufficient condition.     

A necessary condition of optimality for uncertain optimal control problem

This paper is concerned with optimal control problem whose state equation is an uncertain differential equation. A necessary condition of optimality for uncertain optimal control problem is presented by using classical variational method. Meanwhile, an existence theorem of solution to backward uncertain differential equation is proved.     

不确定微分方程的数值解法及其应用研究

不确定微分方程广泛应用于不确定财政、不确定控制、不确定微分博弈等领域。由于一些不确定微分方程解析解难以实现,本文首先研究了不确定微分方程的Euler方法和Runge-Kutta方法两种数值解法,并进行误差分析。通过比较随机领域Black-Scholes模型和不确定领域Liu模型的欧式期权定价公式,验证不确定微分方程描述证券市场的合理性和实用性。     

Revisit on partial solutions in the Adomian decomposition method: Solving heat and wave equations

The Adomian decomposition method is considered in application to heat and wave equations. The so-called partial solution technique is used. It is shown that the fundamental equation of the method is well defined only for certain types of boundary conditions. In cases involving inhomogeneous boundary conditions, improper results may be obtained by former method. This paper presents a further insight into partial solutions in the decomposition method, and the resolution of such cases.     

模型不确定非线性随机系统的鲁棒性能准则设计

对于一类模型不确定非线性随机系统,用耗散性的观点发展了鲁棒性能准则理论.特别地,将确定性非线性系统理论中的耗散性概念引入到模型不确定随机非线性系统中,并以此作为基础来发展H∞理论.在精确模型随机非线性系统H∞基础上,建立了模型不确定系统L2增益和HJI不等式的可解性的关系.由于HJI偏微分方程难于求解,考虑模型参数满足某种适当匹配条件的系统的鲁棒性能准则问题,我们不需要通过求解HJI方程就可以得到此类系统的H∞控制律.     

带有等位面边界条件的抛物型方程

本文讨论一类与石油试井有密切联系的带有等位面边界条件的抛物型偏微分方程，对带有位面边界条件的热核函数进行了讨论，对方程解的梯度进行了估计，并给出了Ｈａｒｎａｃｋ型不等式，一类非线性抛物型方程与热方程的比较定理，以及在试井分析中应用的一个例子。     

Mathematical Methods in Wave Propagation Part I—Linear Wave Front Analysis

This paper presents a brief summary of some of the mathematical techniques that are used in wave front analysis as applied to linear hyperbolic partial differential equations. After an introductory review of the method of classification of partial differential equations, and the identification of wave propagation phenomena, the effects of dispersion on a wave profile are outlined. Thereafter the idea of a characteristic hypersurface is introduced and a little of its differential geometry is examined. Finally, all ideas are drawn together to derive the transport equation which governs the propagation of discontinuities along rays. The appearance of singularities in the solution as a result of focusing effects emerges naturally from a study of the transport equation.     

Probabilistic representations of solutions to the heat equation

In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if ϕ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition ϕ, is given by the convolution of ϕ with the heat kernel (Gaussian density). Our results also extend the probabilistic representation of solutions of the heat equation to initial conditions that are arbitrary tempered distributions.     

Some stability theorems of uncertain differential equation

Canonical process is a type of uncertain process with stationary and independent increments which are normal uncertain variables, and uncertain differential equation is a type of differential equation driven by canonical process. This paper will give a theorem on the Lipschitz continuity of canonical process based on which this paper will also provide a sufficient condition for an uncertain differential equation being stable.     

Optimal control of backward stochastic heat equation with Neumann boundary control and noise

This paper considers a stochastic control problem in which the dynamic system is a controlled backward stochastic heat equation with Neumann boundary control and boundary noise and the state must coincide with a given random vector at terminal time. Through defining a proper form of the mild solution for the state equation, the existence and uniqueness of the mild solution is given. As a main result, a global maximum principle for our control problem is presented. The main result is also applied to a backward linear-quadratic control problem in which an optimal control is obtained explicitly as a feedback of the solution to a forward–backward stochastic partial differential equation.     

Continuous dependence theorems on solutions of uncertain differential equations

In ordinary differential equation (ODE) and stochastic differential equation (SDE), the solution continuously depends on initial value and parameter under some conditions. This paper investigates the analogous continuous dependence theorems in uncertain differential equation (UDE). It proves two continuous dependence theorems, a basic one and a general one.     

Invariance for stochastic differential systems with time-dependent constraining sets

The first part of this article presents invariance criteria for a stochastic differential equation whose state evolution is constrained by time-dependent security tubes. The key results of this section are derived by considering an equivalent problem where the square of distance function represents a viscosity solution to an adequately defined partial differential equation. The second part of the paper analyzes the broader context when solutions are constrained by more general time-dependent convex domains. The approach relies on forward stochastic variational inequalities with oblique reflection, the generalized subgradients acting as a reacting process that operates only when the solution reaches the boundary of the domain.     

Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty

In this paper the optimal control of uncertain parabolic systems of partial differential equations is investigated. In order to search for controllers that are insensitive to uncertainties in these systems, an iterative optimization procedure is proposed. This procedure involves the solution of a set of operator valued parabolic partial differential equations. The existence and uniqueness of solutions to these operator equations is proved, and a stable numerical algorithm to approximate the uncertain optimal control problem is proposed. The viability of the proposed algorithm is demonstrated by applying it to the control of parabolic systems having two different types of uncertainty.     

Transmutations and irregular singular points

We consider transumtations for a class of problems in partial differential equations where the underlying equation, involving two assignable parameters, is an associated ordinary differential equation with an irregular singular point. An integral formula for the solution of this associated problem, valid for negative values of a timelike variable t, permits relating the solution of the problems in partial differential equations to be bounded or slow groth solutions of generalized heat problems. Applications of the formulas are made to Cauchy and boundary type problems.     

The existence and uniqueness of fuzzy solutions for hyperbolic partial differential equations

Fuzzy hyperbolic partial differential equation, one kind of uncertain differential equations, is a very important field of study not only in theory but also in application. This paper provides a theoretical foundation of numerical solution methods for fuzzy hyperbolic equations by considering sufficient conditions to ensure the existence and uniqueness of fuzzy solution. New weighted metrics are introduced to investigate the solvability for boundary valued problems of fuzzy hyperbolic equations and an extended result for more general classes of hyperbolic equations is initiated. Moreover, the continuity of the Zadeh’s extension principle is used in some illustrative examples with some numerical simulations for \(\alpha \) -cuts of fuzzy solutions.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

Two-dimensional steady-state general solution for isotropic thermoelastic materials with applications. I: General solutions and fundamental solutions

Four steady-state general solutions are derived in this paper for the two-dimensional equation of isotropic thermoelastic materials. Using the differential operator theory, three general solutions can be derived and expressed in terms of one function, which satisfies a six-order partial differential equation. By virtue of the Almansi’s theorem, the three general solutions can be transferred to three general solutions which are expressed in terms of two harmonic functions, respectively. At last, a integrate general solution expressed in three harmonic functions is obtained by superposing the obtained two general solutions. The proposed general solution is very simple in form and can be used easily in certain boundary problems. As two examples, the fundamental solutions for both a line heat source in the interior of infinite plane and a line heat source on the surface of semi-infinite plane are presented by virtue of the obtained general solutions.     

矩形薄板弯曲的近似解法——康托洛维奇-伽辽金法

本文从广义梁微分方程出发,推导出三次样条梁函数。由于采用了广义函数,在集中荷载,集中弯矩等得到截断多项式的解。弹性薄板偏微分方程荷载项采用了广义函数(δ函数及σ函数),无论是集中荷载、集中弯矩、均布荷载,小方块荷载都可表示成为x、y两个方向的截断多项式变形曲线。利用康托洛维奇法将偏微分方程转换成为常微分方程,再用伽辽金法可得良好的近似解。文内算例较为丰富,包括各种边界弹性薄板,各种荷载、变截面薄板以及悬臂板等。     

On the solution of the Abel equation of the second kind by the shifted Chebyshev polynomials

This paper presents a new approximate method of Abel differential equation. By using the shifted Chebyshev expansion of the unknown function, Abel differential equation is approximately transformed to a system of nonlinear equations for the unknown coefficients. A desired solution can be determined by solving the resulting nonlinear system. This method gives a simple and closed form of approximate solution of Abel differential equation. The solution is calculated in the form of a series with easily computable components. The numerical results show the effectiveness of the method for this type of equation. Comparing the methodology with some known techniques shows that the present approach is relatively easy and highly accurate.